+107.0%
SIEB vs VT
+222.7%
-115.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | 0.0% |
| 7D | +5.3% | -0.1% | +5.4% | +5.4% |
| 30D | +55.1% | -0.7% | +55.8% | +55.8% |
| 3M | +40.8% | +4.0% | +36.8% | +33.3% |
| 6M | +40.8% | +12.3% | +28.5% | +21.0% |
| YTD | -26.2% | +14.0% | -40.2% | -37.8% |
| 1Y | -3.4% | +20.3% | -23.7% | -23.6% |
| 3Y | +25.1% | +75.4% | -50.3% | -37.8% |
| 5Y | -30.6% | +66.0% | -96.5% | -63.1% |
| 10Y | +107.0% | +228.2% | -121.2% | -42.8% |
| All | +107.0% | +222.7% | -115.7% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling